+202.8%
TER vs IONS
+47.7%
+155.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +0.6% | -4.8% | +5.5% | +1.8% |
| 30D | -8.3% | +7.2% | -15.5% | -10.0% |
| 3M | -12.2% | -22.7% | +10.5% | -8.7% |
| 6M | +17.1% | -26.9% | +44.0% | +23.3% |
| YTD | +84.7% | -26.6% | +111.2% | +94.2% |
| 1Y | +199.9% | -2.1% | +202.0% | +190.8% |
| 3Y | +232.8% | +43.4% | +189.3% | +170.6% |
| All | +202.8% | +47.7% | +155.1% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling